+317.7%
USFD vs BG
+143.2%
+174.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -3.0% | +2.8% | -5.8% | -4.2% |
| 30D | +3.5% | +12.0% | -8.5% | -1.4% |
| 3M | +26.6% | -7.7% | +34.3% | +29.7% |
| 6M | +11.7% | +4.5% | +7.2% | +7.9% |
| YTD | +38.1% | +35.7% | +2.4% | +18.8% |
| 1Y | +33.4% | +50.1% | -16.7% | +8.7% |
| 3Y | +155.8% | +12.6% | +143.2% | +130.2% |
| 5Y | +214.0% | +75.4% | +138.6% | +109.4% |
| 10Y | +320.4% | +150.5% | +169.9% | +92.6% |
| All | +317.7% | +143.2% | +174.5% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling